Open StatMixedML opened 3 years ago
Looks very intriguing. Is there an official implementation out there that could be used as a base? Feel free to open a PR. I currently working on #115 which could be a template for additional autoregressive networks.
@jdb78 Thank for your comment.
I am not aware of any publicly available implementation of GraphDF. Let's see what I can do in terms of a PR. We could use GluonTS Deep Factor as a starting point for implementing GraphDF, as GraphDF is a modified version of DeepFactor.
There is a new tutorial to help with implementing new models: https://pytorch-forecasting.readthedocs.io/en/latest/tutorials/building.html
Description
The following is taken from Graph Deep Factors for Forecasting:
The idea is to have a global-local model that explicitly considers the local pattern of each time series, which is in contrast to purely global models, such as DeepAR, MQRNN, etc.